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• OAI收割 [47]

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• 期刊论文 [47]

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• 2022 [2]
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浏览/检索结果: 共47条，第1-10条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择题名升序题名降序提交时间升序提交时间降序作者升序作者降序发表日期升序发表日期降序 STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION 期刊论文  OAI收割 DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43 作者:  Chen, Chuchu;  Hong, Jialin;  Lu, Yulan   |  收藏  |  浏览/下载：35/0  |  提交时间：2023/02/07    Invariant measure  Markov chain  weak convergence  backward Euler method  stochastic differential equations with piecewise continuous arguments   A fast Euler-Maruyama method for fractional stochastic differential equations 期刊论文  OAI收割 JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2022, 页码: 19 作者:  Zhang, Jingna;  Tang, Yifa;  Huang, Jianfei   |  收藏  |  浏览/下载：22/0  |  提交时间：2023/02/07 Fractional stochastic differential equations  Euler-Maruyama method  Sum-of-exponentials approximation  Strong convergence  Computational efficiency   Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon 期刊论文  OAI收割 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 4, 页码: 1529-1544 作者:  Wang, Bing-Chang;  Huang, Jianhui;  Zhang, Ji-Feng   |  收藏  |  浏览/下载：39/0  |  提交时间：2021/06/01 Mathematical model  Games  Robustness  Uncertainty  Optimal control  Stochastic processes  Differential equations  Forward-backward stochastic differential equation (FBSDE)  linear quadratic optimal control  mean field control  model uncertainty  social functional variation   Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps 期刊论文  OAI收割 APPLIED MATHEMATICS AND COMPUTATION, 2021, 卷号: 393, 页码: 11 作者:  Li, Min;  Huang, Chengming;  Chen, Ziheng   |  收藏  |  浏览/下载：31/0  |  提交时间：2021/04/26 Stochastic differential equations with jumps  Compensated projected Euler-Maruyama method  Mean square convergence  C-stability  B-consistency   AN EXPLICIT MULTISTEP SCHEME FOR MEAN-FIELD FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 期刊论文  OAI收割 JOURNAL OF COMPUTATIONAL MATHEMATICS, 2021, 页码: 25 作者:  Sun, Yabing;  Yang, Jie;  Zhao, Weidong;  Zhou, Tao   |  收藏  |  浏览/下载：37/0  |  提交时间：2022/04/02 Mean-field forward backward stochastic differential equations  Explicit multistep scheme  Error estimates   Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations 期刊论文  OAI收割 ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021, 卷号: 57, 期号: 1, 页码: 547-576 作者:  Rockner, Michael;  Sun, Xiaobin;  Xie, Yingchao   |  收藏  |  浏览/下载：26/0  |  提交时间：2021/04/26 Averaging principle  McKean-Vlasov stochastic differential equations  Slow-fast  Poisson equation  Strong convergence order   Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments 期刊论文  OAI收割 NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2021, 卷号: 14, 期号: 1, 页码: 194-218 作者:  Geng, Yidan   |  收藏  |  浏览/下载：30/0  |  提交时间：2021/01/14 Stochastic differential equations with piecewise continuous argument  local Lipschitz condition  Khasminskii-type condition  truncated Euler-Maruyama method  convergence and stability   Debris Flow Analyst (DA): A debris flow model considering kinematic uncertainties and using a GIS platform 期刊论文  OAI收割 ENGINEERING GEOLOGY, 2020, 卷号: 279, 页码: 11 作者:  Wu, Yuming;  Lan, Hengxing   |  收藏  |  浏览/下载：28/0  |  提交时间：2021/03/15 Debris flow  Kinematic uncertainties  Monte Carlo simulation  Stochastic differential equations   Debris Flow Analyst (DA): A debris flow model considering kinematic uncertainties and using a GIS platform 期刊论文  OAI收割 ENGINEERING GEOLOGY, 2020, 卷号: 279, 页码: 11 作者:  Wu, Yuming;  Lan, Hengxing   |  收藏  |  浏览/下载：23/0  |  提交时间：2021/03/15 Debris flow  Kinematic uncertainties  Monte Carlo simulation  Stochastic differential equations   Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities 期刊论文  OAI收割 PROBABILITY THEORY AND RELATED FIELDS, 2020, 页码: 31 作者:  Gordina, Maria;  Roeckner, Michael;  Teplyaev, Alexander   |  收藏  |  浏览/下载：16/0  |  提交时间：2020/09/23 Ornstein-Uhlenbeck process  Singular perturbation  Nonlinear infinite-dimensional stochastic differential equations  Non-Lipschitz monotone coefficients  Girsanov theorem